Releases: edtechre/pybroker
Releases · edtechre/pybroker
v1.2.9
- Upgrades to NumPy v2 while still supporting NumPy v1.
- Adds LONG_ONLY and SHORT_ONLY config options for running long-only and short-only strategies.
- Add max_drawdown_date to eval metrics returned in TestResult.
- Fixes yfinance dependency version.
v1.2.7
v1.2.6
- Fixes missing Adj Close column from yfinance. Adds auto_adjust argument to YFinance data source and sets to False by default, which will return the Adj Close column.
- Raises error if sell_all_shares or cover_all_shares is called without an open position.
v1.2.5
- Added DataSource adjust parameter to Strategy#backtest and Strategy#walkforward.
- Fixed mypy typecheck errors.
v1.2.4
Guarantees that largest_loss_pct is always negative and that largest_win_pct is always positive.
v1.2.3
Adds the following built-in indicators:
- ADX
- Aroon Diff
- Aroon Down
- Aroon Up
- Close Minus Moving Average
- Cubic Deviation
- Cubic Trend
- Delta On-Balance Volume
- Detrended RSI
- Intraday Intensity
- Laguerre RSI
- Linear Deviation
- Linear Trend
- MACD
- Chaikan's Money Flow
- Normalized Negative Volume Index
- Normalized On-Balance Volume
- Normalized Positive Volume Index
- Price Change Oscillator
- Price Intensity
- Price Volume Fit
- Quadratic Deviation
- Quadratic Trend
- Reactivity
- Stochastic
- Stochastic RSI
- Volume Momentum
- Volume Weighted Moving Average Ratio
v1.2.2
- Fixes not exiting positions when a slippage model is set. Calling ctx.sell_all_shares() or ctx.cover_all_shares() will now force a position to be exited even when a slippage model is set.
- Adds ExecSignal and PosSizeContext to global imports.